Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of asset pricing models using simple regression betas 0 0 0 74 0 0 10 191
Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity 0 0 0 12 0 0 10 63
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 1 2 13 935
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models 0 0 0 25 0 1 13 76
Chi-squared tests for evaluation and comparison of asset pricing models 0 0 0 21 0 0 17 133
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio 0 0 0 242 2 3 13 1,246
Further results on the limiting distribution of GMM sample moment conditions 0 0 0 34 0 1 15 105
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 0 151 2 2 14 452
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 1 1 14 740
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 0 6 571
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors 0 0 0 36 0 1 19 126
Model comparison using the Hansen-Jagannathan distance 0 0 0 118 0 0 14 351
On the Hansen-Jagannathan distance with a no-arbitrage constraint 0 1 1 34 0 1 13 169
Playing the field: Geomagnetic storms and international stock markets 0 0 1 310 1 5 216 1,374
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 1 154 0 0 22 612
Robust inference in linear asset pricing models 0 0 0 35 1 1 9 75
Specification tests of asset pricing models using excess returns 0 0 0 113 1 3 17 468
Spurious Inference in Unidentified Asset-Pricing Models 0 0 0 0 1 2 8 75
The exact distribution of the Hansen-Jagannathan bound 0 0 0 75 0 0 6 294
The price of inflation and foreign exchange risk in international equity markets 0 0 0 233 0 1 15 1,012
Too Good to Be True? Fallacies in Evaluating Risk Factor Models 0 0 0 21 0 1 12 76
Total Working Papers 0 1 3 2,171 10 25 476 9,144

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset returns and economic risk 0 0 0 45 0 0 5 174
Financial market frictions 0 0 0 117 1 2 12 373
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 1 81 0 3 24 237
Model Comparison Using the Hansen-Jagannathan Distance 0 0 0 54 0 1 20 197
Specification tests of asset pricing models using excess returns 0 0 0 63 2 2 10 267
The news in financial asset returns 0 0 0 6 0 0 6 201
Total Journal Articles 0 0 1 366 3 8 77 1,449

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Statistics updated 2026-10-11